Don't give up yet.
I don't believe the main engine controls have squat to do with lights.

First, I don't have the correct wiring diagram for your car and model.
You can search for the correct wiring diagram on the web. It is essential to
diagnose electrical issues. Volvo has very good manuals and you can find it
usually for free. GET IT! It also shows you pictorials of what the part looks
like and where it is, so you can find it.

Second, the lights seem to change less year by year than other items so here
is my take working with a 95 850 diagram:

Headlights Low beam intermittant on one side: Swap out Main headlight relay
it has the bulb out sensor circuit for each low beam.
The ground is common to both low beams so if one low beam is on, the problem is in the +12VDC going away.
The main headlight relay is in the main fuse block in the 95 850.

Tail Lights/brake light: Looks like a Bulb out sensor again. In the 850 its buried low down under the Left tail light.

It's odd that both Bulb Out sensors would fail at once, these are not like the older sensors that required soldering, so forget that. I'm curious if your car had any welding done on it. Ask others on Brickboard if leaving the battery connected while welding can cause damage to the electronics.

Both of these items might be short money at the local boneyard.

The climate control is something else, I don't know what is supposed to happen
and others can chime in on a possible bad sensor that is calling the motor to come on or whatever.

Post back with stories of DIY joy.

Bill